XII: 55, 746-756, LNM 649 (1978)
DELLACHERIE, Claude
Quelques exemples familiers, en probabilités, d'ensembles analytiques non boréliens (Descriptive set theory, General theory of processes)
There is a tendency to consider that the naive, healthy probabilist should keep away from unnecessary abstraction, and in particular from analytic sets which are not Borel. This paper shows that such sets crop into probability theory in the most natural way. For instance, while the sample space of right-continuous paths with left limits is Borel, that of right-continuous paths without restriction on the left is coanalytic and non-Borel. Also, on the Borel sample space of right-continuous paths with left limits, the hitting time of a closed set is a function which is coanalytic and non-Borel
Keywords: Analytic sets
Nature: Original
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